 Option G |
2n1!a/2n1!a |
(Number From)(Period From)(Number To)(Period To) |
Optional in conditional (see rule C16) subsequence F3
This field specifies the designated maturities used for the interpolation of the rates in the first stub period.
Period From and Period To must contain one of the following codes (Error code(s): T48):
| D |
Daily |
| M |
Monthly |
| O |
The designated maturity is specified in field 37N of the same sequence. |
| W |
Weekly |
| Y |
Yearly |
If a specific designated maturity is applicable for the stub period, the 'to' and 'from' values are the same.
If this field is not present and there are stub periods, the rate defaults to the Designated Maturity in the same sequence.
For OIS trades, this field must not be used.
